PCA Index Dashboard Examples#
This script was last run at 2024-03-11 20:47:14.116797+00:00 (UTC)
In US/Central Time, this is 2024-03-11 15:47:14.116797-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897987 | -0.477039 | 0.085115 | -0.006449 | 0.546337 | 0.254859 |
| 1997-01-03 | -0.886280 | -0.477039 | -0.156629 | 0.009081 | 0.745892 | 0.205720 |
| 1997-01-06 | -0.882377 | -0.477039 | -0.065223 | -0.014214 | 0.778765 | 0.269638 |
| 1997-01-07 | -0.882377 | -0.456202 | -0.130169 | -0.045274 | 0.838384 | 0.383207 |
| 1997-01-08 | -0.894085 | -0.456202 | -0.023128 | -0.084099 | 0.786426 | 0.496384 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-04 | -0.819938 | -1.477212 | -0.834954 | 1.670774 | 1.462411 | 0.115368 |
| 2024-03-05 | -0.800425 | -1.498049 | -0.718292 | 1.670774 | 1.214667 | -0.158858 |
| 2024-03-06 | -0.816035 | -1.529304 | -0.713481 | 1.670774 | 1.123909 | -0.203241 |
| 2024-03-07 | -0.816035 | -1.498049 | -0.720697 | 1.810542 | 1.133233 | -0.250795 |
| 2024-03-08 | -0.819938 | -1.477212 | -0.684616 | 1.872662 | 1.023452 | -0.227810 |
7183 rows × 6 columns
pc1
DATE
1997-01-02 -0.580233
1997-01-03 -0.686478
1997-01-06 -0.669358
1997-01-07 -0.705791
1997-01-08 -0.675445
...
2024-03-04 -1.656296
2024-03-05 -1.525987
2024-03-06 -1.512640
2024-03-07 -1.532722
2024-03-08 -1.511852
Name: PC1, Length: 7183, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()